Vertically Integrated Seismological Analysis II : Inference
Nimar S. Arora, Stuart Russell, and Erik B. Sudderth
Approximate Inference
Exact inference of the posterior is
computationally infeasible. Instead, we use an
approximation technique known as Markov
Chain Monte Carlo (MCMC).
Markov Chain
Imagine a tourist wandering in a museum.
After spending some time in a room, the
tourist picks one of the doors at random and
steps through it. Repeating this process in the
new room…
This is an example of a Markov Chain. If the
tourist were to wander through the museum for
a sufficiently long time, the fraction of the total
time spent in each room would converge to a
stationary distribution.
Monte Carlo
One way to deduce the stationary distribution is
to let the tourist actually wander through the
museum and keep track of the time spent in
each room. At the end of the day, he could
compute the stationary distribution.
This is an example of a Monte Carlo method.
Completing the analogy…
A room in the museum represents a hypothesis
– number, locations, times, and magnitudes of
seismic events, such that they explain the
observed seismometer readings.
Moving between rooms represents moves
between hypothesis. The moves are chosen
such that the stationary distribution of the
Markov Chain is the posterior distribution over
TEMPLATE DESIGN © 2008
possible explanations that we wish to infer.
www.PosterPresentations.com
University of California, Berkeley
Inferring Seismic Event Locations
We start out with the hypothesis that all the
seismometer readings are noise. Then we
propose moves which tweak the hypothesis.
Birth moves, proposals…
We propose new event locations with a
probability that increases with the number of
detections which could have originated in that
location. True event
locations
Birth move, examples…
Monitoring stations
Hypothesized event
Explained detections
Death moves
Death moves hypothesize one less seismic
event. All events in the current hypothesis are
candidates for deletion. The events which are
not good explanations for the detected blips
are automatically deleted.
Random Walk Moves
Random walk moves don’t change the number
of events hypothesized, instead they modify
the parameters of the events to allow them to
better explain the seismometer readings.
Inference Examples...
Events are created, modified, and the ones
which don’t explain the evidence well are
deleted…
Although many events are hypothesized, a
common theme emerges from all the
hypothesis
Common events in most states
When do we know MCMC has converged ?
We employ two different methods:
The posterior density converges.
Independent Markov Chains converge to the
same posterior.
What do we do with the posterior density?
We can inspect the posterior density in low
resolution…
.. or high resolution, and label the peaks as the
events
We can also answer questions like, are those
two separate events or one event with
uncertain location?
Conclusions
Posterior density can be estimated by
collecting samples from a Markov Chain.
The posterior can be used to answer
interesting questions about the events.
.